Thursday 6 December 2007
R/P End of Day Summary
Liquidity in RP market on the first day of reserve maintenance period continued to be tight from Tuesday. Investment demands decreased as part of liquidity got locked-up in the check-clearing system. In addition, there was borrowing demand increased in the 7-day tenor to prepare for cash withdrawals. Total trading volume was 81,452 million Baht.
The 1 and 7-day rates were stable throughout the trading hour and closed unchanged from those of Tuesday at 3.25 percent.
R/P Rates
TENOR OPEN HIGH LOW CLOSE
1-DAY 3.25000 3.25000 3.25000 3.25000
7-DAY 3.25000 3.25000 3.25000 3.25000
14-DAY 3.25000 3.25000 3.25000 3.25000
1-MTH - - - -
2-MTH - - - -
3-MTH - - - -
6-MTH - - - -
END OF DAY LIQUIDITY ADJUSTMENT WINDOW
LENDING FACILITY (POLICY RATE + 0.5%) : 3.75
BORROWING FACILITY (POLICY RATE - 0.5%) : 2.75